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Javier Hualde
Javier Hualde
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Title
Cited by
Cited by
Year
Cointegration in fractional systems with unknown integration orders
PM Robinson, J Hualde
Econometrica 71 (6), 1727-1766, 2003
1772003
Fractional integration and cointegration: an overview and an empirical application
LA Gil-Alana, J Hualde
Palgrave Handbook of Econometrics: Volume 2: Applied Econometrics, 434-469, 2009
1682009
Fractional integration and cointegration: an overview and an empirical application
LA Gil-Alana, J Hualde
Palgrave Handbook of Econometrics: Volume 2: Applied Econometrics, 434-469, 2009
1682009
Gaussian pseudo-maximum likelihood estimation of fractional time series models
J Hualde, PM Robinson
1022011
Gaussian pseudo-maximum likelihood estimation of fractional time series models
J Hualde, PM Robinson
1022011
Root-n-consistent estimation of weak fractional cointegration
J Hualde, PM Robinson
Journal of Econometrics 140 (2), 450-484, 2007
732007
Semiparametric inference in multivariate fractionally cointegrated systems
J Hualde, PM Robinson
Journal of Econometrics 157 (2), 492-511, 2010
562010
Distribution-free tests of fractional cointegration
J Hualde, C Velasco
Econometric Theory 24 (1), 216-255, 2008
292008
Distribution-free tests of fractional cointegration
J Hualde, C Velasco
Econometric Theory 24 (1), 216-255, 2008
292008
Semiparametric estimation of fractional cointegration
J Hualde
LSE STICERD Research Paper No. EM502, 2006
262006
A simple test for the equality of integration orders
J Hualde
Economics Letters 119 (3), 233-237, 2013
242013
Spatial integration in the Spanish mackerel market
J García‐Enríquez, J Hualde, J Arteche, A Murillas‐Maza
Journal of Agricultural Economics 65 (1), 234-256, 2014
202014
Spatial integration in the Spanish mackerel market
J García‐Enríquez, J Hualde, J Arteche, A Murillas‐Maza
Journal of Agricultural Economics 65 (1), 234-256, 2014
202014
Fixed bandwidth asymptotics for the studentized mean of fractionally integrated processes
J Hualde, F Iacone
Economics letters 150, 39-43, 2017
162017
Unbalanced cointegration
J Hualde
Econometric Theory 22 (5), 765-814, 2006
152006
A residual-based ADF test for stationary cointegration in I (2) settings
J Gomez-Biscarri, J Hualde
Journal of econometrics 184 (2), 280-294, 2015
142015
Truncated sum of squares estimation of fractional time series models with deterministic trends
J Hualde, MØ Nielsen
Econometric Theory 36 (4), 751-772, 2020
112020
Estimation of long-run parameters in unbalanced cointegration
J Hualde
Journal of econometrics 178 (2), 761-778, 2014
92014
Revisiting inflation in the euro area allowing for long memory
J Hualde, F Iacone
Economics letters 156, 145-150, 2017
82017
Measuring asset market linkages: Nonlinear dependence and tail risk
JC Escanciano, J Hualde
Journal of Business & Economic Statistics 39 (2), 453-465, 2021
72021
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